Related papers: The LZ78 Source
We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics.…
Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
We consider the two-dimensional (2d) Ising model on a infinitely long cylinder and study the probabilities $p_i$ to observe a given spin configuration $i$ along a circular section of the cylinder. These probabilities also occur as…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
In this paper, inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution is thoroughly investigated from the frequentist viewpoint. The higher-order validity of the profile…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
The paper is a continuation of work [15] in which the general setting for analogs of the Szeg\"o theorem for ergodic operators was given and several interesting cases were considered. Here we extend the results of [15] to a wider class of…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
By establishing Multiplicative Ergodic Theorem for commutative transformations on a separable infinite dimensional Hilbert space, in this paper, we investigate Pesin's entropy formula and SRB measures of a finitely generated random…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
This paper examines the quasi-stationary behavior of stochastic rumor processes. Using the results by van Doorn and Pollett (2008), we first prove that the continuous-time Maki--Thompson model has a unique quasi-stationary distribution…
The quench dynamics of many-body quantum systems may exhibit non-analyticities in the Loschmidt echo, a phenomenon known as dynamical phase transition (DPT). Despite considerable research into the underlying mechanisms behind this…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
We study the relative entropy of the empirical probability vector with respect to the true probability vector in multinomial sampling of $k$ categories, which, when multiplied by sample size $n$, is also the log-likelihood ratio statistic.…
We obtain the large deviation function for entropy production of the medium and its distribution function for two-site totally asymmetric simple exclusion process(TASEP) and three-state unicyclic network. Since such systems are described…